US investigators have reportedly been in touch with Mexican authorities about the disappearance of American news anchor Savannah Guthrie's mother, as the search stretches into a third week.

The sheriff's department in the US state of Arizona and FBI declined to confirm they had contacted authorities across the border to help trace Nancy Guthrie.

But her family has contacted a Mexican non-profit that works to find missing people in the region.

Investigators have been sifting through 40,000 leads since the 84-year-old was reported missing this month, but a breakthrough has eluded them despite emotional public appeals for help from her NBC presenter daughter.

US news website TMZ reported on Wednesday that the FBI had contacted authorities in Mexico, believing it was possible Guthrie could have been taken across the border.